-24.7%
DT vs LUNR
+51.5%
-76.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.8% | +1.6% |
| 7D | -2.5% | -0.5% | -2.0% | -2.5% |
| 30D | +3.5% | -11.3% | +14.8% | +3.6% |
| 3M | +26.7% | -44.9% | +71.6% | +27.4% |
| 6M | +36.1% | -17.3% | +53.4% | +35.9% |
| YTD | +18.6% | -9.9% | +28.6% | +18.2% |
| 1Y | +7.9% | +76.1% | -68.3% | +6.6% |
| 3Y | +8.6% | +240.0% | -231.4% | +7.9% |
| All | -24.7% | +51.5% | -76.2% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LUNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling